+745.9%
MSFT vs OKTA
+618.3%
+127.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -2.7% | +2.6% | -5.3% | -3.3% |
| 30D | +2.7% | +16.0% | -13.3% | -1.8% |
| 3M | +17.0% | +38.2% | -21.2% | +6.8% |
| 6M | +23.8% | +137.8% | -114.0% | -2.2% |
| YTD | +4.0% | +97.3% | -93.3% | -14.4% |
| 1Y | -0.8% | +90.1% | -90.9% | -17.9% |
| 3Y | +55.6% | +98.0% | -42.4% | +21.8% |
| 5Y | +72.9% | -36.9% | +109.8% | +68.2% |
| All | +745.9% | +618.3% | +127.6% | +369.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling